Does Plex work on MyCloud?

I know I may be being daft, but I can’t get Plex to recognise any of the media I have put into it.
I have copied .mpg files into the “Shared TV Shows” directory showing in my mapped drive but plex just reports there is no media found.
I tried adding folders in case the folder structure was needed and it recognises the folders but still finds no media.
I have tried getting plex to scan the library but still no media is found.
Am I doing something wrong?
Am I being stupid? (no don’t reply to that one)
Is it supposed to be hard?
Why are there no easily found articles that tell you how to do this one simple (and fairly essential) task?

If you know where to look can you please point me in the right direction.

Frustrated Plex user (or at least trying to be)

Hi @MyCloudPaul,

Please contact the WD Technical Support team for best assistance and troubleshooting: